The 21 references without contexts in paper Christopher F Baum, Paola Zerilli, Liyuan Chen (2018) “Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data” / RePEc:boc:bocoec:952

2
Andersen, Torben G. and Benzoni, Luca, Realized Volatility (2008). FRB of
(check this in PDF content)
3
Chicago Working Paper No. 2008-14.
(check this in PDF content)
4
Andersen, Torben G., Benzoni, Luca and Lund J., An empirical investigation of continuous-time equity return models (2002), Journal of Finance 57 (3).
(check this in PDF content)
6
Askari, H., Khrichene, N., (2008). Oil price dynamics (2002-2006), Energy Economics, 30, 2134-2153.
(check this in PDF content)
10
Bernanke, B.S. (1983), Irreversibility, Uncertainty, and Cyclical Investment, Quarterly Journal of Economics, 98, 85-106.
(check this in PDF content)
13
Using Conditional Moments of Integrated Volatility, Journal of Econometrics, 109, 33-65.
(check this in PDF content)
17
Diebold, F.X.; Mariano, R. (1995) Comparing predictive accuracy. Journal of
(check this in PDF content)
18
Business Economics and Statistics, 13, 253ñ265
(check this in PDF content)
22
Geman, H. (2005)Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy, January (2005), Wiley Finance
(check this in PDF content)
23
Geman, H. and Roncoroni, A. (2006).Understanding the Öne structure of electricity prices. Journal of Business 79 (3) 1225-1261.
(check this in PDF content)
24
Hamilton James D. , (2009). Causes and Consequences of the Oil Shock of 2007-08, Brookings Papers on Economic Activity, Economic Studies Program, The
(check this in PDF content)
25
Brookings Institution, vol. 40(1 (Spring), pages 215-283
(check this in PDF content)
27
Kerkhof, J. and Melenberg, B. (2004). Backtesting for risk-based regulatory capital. Journal of Banking & Finance, 28(8), 1845-1865.
(check this in PDF content)
34
Pindyck, R.S. (1991), Irreversibility, Uncertainty and Investment, Journal of Economic Literature, 29, 1110-1148.
(check this in PDF content)
36
Futures Markets, 24: 1029ñ1047.
(check this in PDF content)
37
Roncoroni, A, Fusai, G, Cummins, M. (2014) Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management, Wiley Finance.
(check this in PDF content)
40
Schwartz, E. S., Trolle, A., (2009). Unspanned stochastic volatility and the pric58 ing of commodity derivatives. Review of Financial Studies, Vol. 22 (11): 4423-4461.
(check this in PDF content)
41
Shapiro, S. S., and R. S. Francia, (1972). An approximate analysis of variance test for normality. Journal of the American Statistical Association 67: 215-216.
(check this in PDF content)
42
Tauchen, G. ( 1985). "Diagnostic testing and evaluation of maximum likelihood models." Journal of Econometrics, 30: 415-43
(check this in PDF content)
43
Trolle, A. B., Schwartz, E. S., (2009). Unspanned stochastic volatility and the pricing of commodity derivatives. Review of Financial Studies 22, 4423-4461.
(check this in PDF content)
44
Vo, M. T., (2009). Regime-switching stochastic volatility: evidence from the crude oil market, Energy Economics, 31, 779-788.
(check this in PDF content)